Credit Risk Estimation for Small Businesses Based on a Statistical Method.

Autor:	Nishikawa, Takeichiro
Předmět:	CREDIT risk SMALL business LOAN portfolio management STATISTICAL research BANKRUPTCY INTEREST rates FINANCIAL statements PORTFOLIO diversification FORECASTING
Zdroj:	Asia-Pacific Financial Markets; Jun2002, Vol. 9 Issue 2, p101-126, 26p
Abstrakt:	Many financial statements are currently stored in databases, and statistical research of them can yield valuable results. We have developed a bankruptcy prediction model that determines fair interest rates for loans. Furthermore, we estimate the present discount values of loans with fair interest rates that depend on the quality of companies. If economic conditions are stable, it is possible to get stable returns with diversification of investment. [ABSTRACT FROM AUTHOR]
Databáze:	Complementary Index
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